My Trickery Domain cleric uses the Channel Divinity option Invoke Duplicity. I cast command from the illusion's space with the command "Approach".
Does the target approach the illusion? Or do they approach the real cleric?
The Approach option of the command spell says (emphasis mine):
Approach. The target moves toward you by the shortest and most direct route, ending its turn if it moves within 5 feet of you.
A creature commanded to approach approaches you. However, the rules do not typically work well whenever illusions are in play.
The official recommendation of WotC(timestamp ~13:12-~21:00, you could read answer in previous link instead) in the related but distinct case of illegal targeting is that GMs ignore the rules and make up whatever seems right at the time. That recommendation applies equally well in this case, and it seems pretty clear that command should force a target to approach the origin of the spell if a caster has some unusual way of moving that somewhere else, rather than having the targets counter-intuitively walk towards your actual position whilst still not knowing that you aren't where the illusion is.
Note also that you can avoid this problem entirely by commanding the creature to "advance" instead of "approach", or any other synonym; any word not on the list of specifically denoted words with GM-adjudication-free (and thus occasionally nonsensical) effects works in whatever manner makes sense as adjudicated by the GM.